Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 440,064 | 440,064 | 441,688 EUR | 445,208 EUR | 99.64% | 99.64% |
15/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 EUR | 505,500 EUR | 99.43% | 99.43% |
14/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 479,849 | 479,849 | 482,250 EUR | 486,089 EUR | 99.03% | 99.03% |
13/05/2024 | 0.79% | 100.50 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,241 EUR | 253,241 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.40 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,000 EUR | 253,000 EUR | 99.84% | 99.84% |
08/05/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,395 EUR | 252,395 EUR | 98.26% | 98.26% |
07/05/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,290 EUR | 252,290 EUR | 99.43% | 99.43% |
06/05/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,571 EUR | 251,571 EUR | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 257,157 | 257,157 | 255,814 EUR | 257,871 EUR | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,254 EUR | 251,254 EUR | 100.00% | 100.00% |